Desk / Strategies / btc_vol_target
Strategy
btc_vol_target
Volatility-targeted Bitcoin exposure with monthly rebalancing.
4135.50
+313.55% total return
Total return
+313.55%
since inception
Volatility
23.18%
annualised
Sharpe
0.81
risk-adjusted
Max drawdown
-36.17%
peak-to-trough
Provenance
- strategy_id
- btc_vol_target
- run_id
- 2026-10-13T01:00:26Z
- created_at
- 2026-10-13T01:00:27.182571Z
- published_at
- 2026-10-13T01:00:27.182571Z
- Next recalculation
- 2026-10-12T23:59:59Z
- stale_after
- 2026-10-14T23:59:59Z
- is_stale
- False
- schema_version
- v1
- environment
- PUBLISHED_CALCULATION
- mandate
- Volatility-targeted Bitcoin exposure with monthly rebalancing.
Live model calculation, updated daily. Strategy methodology backtested from 2018-01-01. For informational purposes only — not investment advice, not paper-traded, not on-chain.
NAV — indexed performance
Allocation over time
Metrics
| total_return | 3.1355 |
|---|---|
| annualised_volatility | 0.2318 |
| sharpe | 0.8136 |
| max_drawdown | -0.3617 |
| nav_start | 1000.0000 |
| nav_end | 4135.5046 |
| start_date | 2018-01-01 |
| end_date | 2026-10-12 |